draw.noncentral.F {UnivRNG}

Generates variates from doubly non-central F distribution

Description

This function implements pseudo-random number generation for a doubly non-central F distribution

F=\frac{X_{1}^{2}/n}{X_{2}^{2}/m}

where X_{1}^{2}\sim \chi^{2}(n,\lambda_{1}), X_{2}^{2}\sim \chi^{2}(m,\lambda_{2}), n and m are numerator and denominator degrees of freedom, respectively, and \lambda_{1} and \lambda_{2} are the numerator and denominator non-centrality parameters, respectively. It includes central and singly non-central F distributions as a special case.

Usage

draw.noncentral.F(nrep,dof1,dof2,ncp1,ncp2)

Arguments

nrep

Number of data points to generate.

dof1

Numerator degress of freedom.

dof2

Denominator degrees of freedom.

ncp1

Numerator non-centrality parameter.

ncp2

Denominator non-centrality parameter.

Value

A vector containing generated data.

See Also

draw.noncentral.chisquared

Examples

draw.noncentral.F(nrep=100000,dof1=2,dof2=4,ncp1=2,ncp2=4)